+363.5%
IGV vs QLD
+1,646.9%
-1,283.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.4% |
| 7D | -4.5% | +0.6% | -5.1% | -4.8% |
| 30D | +3.2% | -0.1% | +3.4% | +3.3% |
| 3M | +4.5% | -8.4% | +12.9% | +7.6% |
| 6M | +22.1% | +32.2% | -10.1% | +3.1% |
| YTD | -1.0% | +28.9% | -29.9% | -15.4% |
| 1Y | -2.1% | +43.8% | -45.9% | -21.3% |
| 3Y | +44.6% | +176.6% | -132.0% | -21.0% |
| 5Y | +22.2% | +121.6% | -99.4% | -29.7% |
| All | +363.5% | +1,646.9% | -1,283.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling